+51.2%
MMM vs RRX
+216.7%
-165.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -3.2% | -3.7% | +0.5% | -2.0% |
| 30D | -10.7% | -9.3% | -1.4% | -7.7% |
| 3M | +4.3% | -21.8% | +26.1% | +11.6% |
| 6M | +5.9% | -22.0% | +27.9% | +11.8% |
| YTD | +3.2% | +11.9% | -8.8% | -5.6% |
| 1Y | +8.0% | +11.6% | -3.6% | -1.8% |
| 3Y | +99.1% | +2.2% | +96.9% | +77.6% |
| 5Y | +25.7% | +14.9% | +10.9% | +3.1% |
| All | +51.2% | +216.7% | -165.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling